Masturbation is a great way to see how your body responds to different things without any risk of infection. If you're worried you could get a urinary infection from masturbation, shower and wash your hands first or don't even put your finger in, just go all clitoral.
It seems that you are worried about it, guilty about it, or are thinking too much. Masturbation only really feels good if you are really into it and have a fantasy in your head. Try putting on music you like and relaxing first, then imagining the person you love. Then imagine kissing them, or them kissing you. Imagine the things you would say to each other, and where he would touch you. It's all in the imagination. The touch just follows. Free your body to be playful and spontaneous, and make yourself feel pleasant not just in that area but all over your arms, legs, stomach, breasts. Give yourself shivers by touching as light as a feather and drawing all over your skin. Try touching that area lightly, and running your fingers along the insides of your hips.
When you feel wet and are really into the fantasy, increase the pressure. Try moving your hand or fingers in circular motion around your clitoris. Try flipping over onto your stomach with your hand under you, and move your hips around in circles or move them like a guy. Let yourself go.
If your hand doesn't work or it feels awkward, replace it with something else like a pillow. If guys get so much pleasure from sex and women get so little, maybe women can get more pleasure if they become the active party. You may be able to orgasm if you see what its like to be the one making love.